Even hedge funds can get “seasonal affective disorder” (SAD)
| Feb 9th, 2007 | Filed under: Hedge Fund Industry Trends | By: Alpha Male |
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“Seasonality in Hedge Fund Strategies”
Ever felt fatiguing and a little down this time of year? Turns out you’re not alone. Your hedge fund is also affected by the changing of the seasons – except hedge funds seem to get the blues in the late summer and fall – Q3 according to this research paper.
This report also shows that hedge funds do better in December than in other months of the year (see related posting “Yes, Virginia, there is hedge fund alpha” from December 24th).
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